Before Mr. Anderson first exits the Matrix, Agents place a bug in his abdomen. Since Mr. Anderson is still part of the system by being directly plugged into it, why do the Agents even need a bug? Can't they monitor all of Neo's senses since he's plugged into the system?
No, agents cannot. When a machine or program is created for a purpose, it is not given any more abilities than it absolutely needs for its bare minimum functional requirements. This would explain why the Keymaker is such a helpless weakling - it doesn't take tae-kwon-do to make keys. The Agents' purpose is that of providing security within the Matrix. They don't need to know everything that everyone is doing at all times like the Oracle does. They just need to know when there is a security alert. The "alarm" for such alerts would be specific types of shock people experience within the Matrix, and Agents are then granted access to groups of people who are witnessing a certain high priority situation.
While Trinity is extracting the bug from Neo, Switch immediately points a gun directly at Neo, and they exchange the following words:
Neo: What the hell is this?
Trinity: It's necessary, Neo. For our protection.
Neo: From what?
Trinity: From you.
Switch is protecting everyone from the possibility that an Agent would morph into Neo’s place, which is exactly what happened to the detective in Animatrix: A Detective Story. Since the morphing process takes a few seconds, it would be easy for them to kill the Agent before it fully forms. Agents know this, so no agent attempts to take over Neo. Once the bug is out of Neo, he is not in danger of being taken over by an Agent, as long as he doesn’t experience shock.
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